Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9892|36|2|209-227

ISSN: 0143-9782

Source: JOURNAL OF TIME SERIES ANALYSIS, Vol.36, Iss.2, 2015-03, pp. : 209-227

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Abstract